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Identification of a class of index models: A topological approach

Mogens Fosgerau and Dennis Kristensen

No CWP52/19, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies

Abstract: We establish nonparametric identification in a class of so-called index models using a novel approach that relies on general topological results. Our proof strategy imposes very weak smoothness conditions on the functions to be identified and does not require any large support conditions on the regressors in our model. We apply the general identification result to additive random utility and competing risk models.

Date: 2019-10-15
New Economics Papers: this item is included in nep-ecm, nep-rmg and nep-upt
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Related works:
Journal Article: Identification of a class of index models: A topological approach (2021) Downloads
Working Paper: Identification of a class of index models: A topological approach (2020) Downloads
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